We build a balance sheet-based model to capture run risk, i.e., a reduced potential to raise capital from liquidity … critical in order for banking system regulators to adequately assess run risk and resilience. By bringing a time series of SVB … SVB prone to run risk, as they were increasingly relying on held-to- maturity, aka hidden-to-maturity, accounting …

I study rollover risk in the wholesale funding market when intermediaries can hold liquidity ex-ante and are subject to …

The ability of institutions to effectively manage and aggregate risk-related data is an essential precondition for … sound decision-making and strong risk governance. This applies to any data used to steer and manage institutions, both … strategically and operationally, as well as data used for risk, financial and supervisory reporting. …

In this paper, we investigate the presence of non-linearities in the transmission of geopolitical risk (GPR) shocks …

Combining euro-area credit register and carbon emission data, we provide evidence of a climate risk-taking channel in … committed to decarbonization. Consistently with the risk-taking channel of monetary policy, tighter policy induces banks to … increase both credit risk premia and carbon emission premia, and reduce lending to high emission firms more than to low …

, being subject to higher unemployment risk, contract consumption more in response to heightened uncertainty, and firms that …